+57.3%
LLY vs ISRG
-11.6%
+68.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.4% | -8.8% | -1.4% |
| 7D | +10.1% | +8.5% | +1.5% | +8.1% |
| 30D | +24.0% | +18.6% | +5.4% | +19.3% |
| 3M | +27.3% | +30.9% | -3.6% | +20.0% |
| 6M | +47.0% | +6.6% | +40.4% | +45.4% |
| YTD | +32.6% | -14.9% | +47.5% | +42.2% |
| 1Y | +57.3% | -10.5% | +67.9% | +64.2% |
| All | +57.3% | -11.6% | +68.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ISRG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling